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Paper / 2022SMQ / 249024213461199
How easy is it for investment managers to deploy their talent in green and brown stocks?
David Ardia / Keven Bluteau / Thien Duy Tran
climate finance / sustainable investingResource overview

How easy is it for investment managers to deploy their talent in green and brown stocks?

Paper2022

by David Ardia, Keven Bluteau, Thien Duy Tran

Tags
climate financesustainable investing

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Suggested foundations for portfolio construction. Specialist prerequisites vary by paper.

Before you read

  1. Eigenvalues and Covariance Matrices

    Understand the covariance structure of portfolio risk.

  2. Constrained and Convex Optimisation

    Read objectives, constraints and optimality conditions.

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  1. Mean-Variance Optimisation

    Construct allocations and examine sensitivity to estimated inputs.

  2. Portfolio Constraints

    Turn mathematical weights into feasible portfolio decisions.

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